Open AccessPRICING EUROPEAN OPTIONS IN THE VARIANCE GAMMA MODEL
Author(s) -
Arkadiusz Orzechowski
Publication year - 2019
Publication title -
metody ilościowe w badaniach ekonomicznych/quantitative methods in economics
Language(s) - English
Resource type - Journals
eISSN - 2543-8565
pISSN - 2082-792X
DOI - 10.22630/mibe.2019.20.1.5
Subject(s) - econometrics , variance (accounting) , economics , financial economics , business , accounting